1.00Open0.57Pre Close45 Volume150 Open Interest37.00Strike Price3.50KTurnover49.72%IV1.21%PremiumJan 10, 2025Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5538Delta0.2904Gamma59.44Leverage Ratio-0.1613Theta0.0011Rho32.92Eff Leverage0.0108Vega